24,720 research outputs found
Study on the Departure Process of Discrete-Time Geo
This paper presents an analysis of the departure process of a discrete-time Geo/G/1 queue
with randomized vacations. By using probability decomposition techniques and renewal process, the
expression of expected number of departures during time interval (0+,n+] is derived. The relation
among departure process, server state process, and service renewal process is obtained. The relation
displays the decomposition characteristic of the departure process. Furthermore, the approximate
expansion of the expected number of departures is gained. Since the departure process also often
corresponds to an arrival process for a downstream queue in queueing network, it is hoped that the
results obtained in this paper may provide useful information for queueing network
The Mx/G/1 queue with queue length dependent service times
We deal with the MX/G/1 queue where service times depend on the queue length at the service initiation. By using Markov renewal theory, we derive the queue length distribution at departure epochs. We also obtain the transient queue length distribution at time t and its limiting distribution and the virtual waiting time distribution. The numerical results for transient mean queue length and queue length distributions are given.Bong Dae Choi, Yeong Cheol Kim, Yang Woo Shin, and Charles E. M. Pearc
Bits Through Bufferless Queues
This paper investigates the capacity of a channel in which information is
conveyed by the timing of consecutive packets passing through a queue with
independent and identically distributed service times. Such timing channels are
commonly studied under the assumption of a work-conserving queue. In contrast,
this paper studies the case of a bufferless queue that drops arriving packets
while a packet is in service. Under this bufferless model, the paper provides
upper bounds on the capacity of timing channels and establishes achievable
rates for the case of bufferless M/M/1 and M/G/1 queues. In particular, it is
shown that a bufferless M/M/1 queue at worst suffers less than 10% reduction in
capacity when compared to an M/M/1 work-conserving queue.Comment: 8 pages, 3 figures, accepted in 51st Annual Allerton Conference on
Communication, Control, and Computing, University of Illinois, Monticello,
Illinois, Oct 2-4, 201
Universality of Load Balancing Schemes on Diffusion Scale
We consider a system of parallel queues with identical exponential
service rates and a single dispatcher where tasks arrive as a Poisson process.
When a task arrives, the dispatcher always assigns it to an idle server, if
there is any, and to a server with the shortest queue among randomly
selected servers otherwise . This load balancing scheme
subsumes the so-called Join-the-Idle Queue (JIQ) policy and the
celebrated Join-the-Shortest Queue (JSQ) policy as two crucial
special cases. We develop a stochastic coupling construction to obtain the
diffusion limit of the queue process in the Halfin-Whitt heavy-traffic regime,
and establish that it does not depend on the value of , implying that
assigning tasks to idle servers is sufficient for diffusion level optimality
On the maximum queue length in the supermarket model
There are queues, each with a single server. Customers arrive in a
Poisson process at rate , where . Upon arrival each
customer selects servers uniformly at random, and joins the queue at a
least-loaded server among those chosen. Service times are independent
exponentially distributed random variables with mean 1. We show that the system
is rapidly mixing, and then investigate the maximum length of a queue in the
equilibrium distribution. We prove that with probability tending to 1 as
the maximum queue length takes at most two values, which are
.Comment: Published at http://dx.doi.org/10.1214/00911790500000710 in the
Annals of Probability (http://www.imstat.org/aop/) by the Institute of
Mathematical Statistics (http://www.imstat.org
A sufficient condition for the subexponential asymptotics of GI/G/1-type Markov chains with queueing applications
The main contribution of this paper is to present a new sufficient condition
for the subexponential asymptotics of the stationary distribution of a
GI/GI/1-type Markov chain without jumps from level "infinity" to level zero.
For simplicity, we call such Markov chains {\it GI/GI/1-type Markov chains
without disasters} because they are often used to analyze semi-Markovian queues
without "disasters", which are negative customers who remove all the customers
in the system (including themselves) on their arrivals. In this paper, we
demonstrate the application of our main result to the stationary queue length
distribution in the standard BMAP/GI/1 queue. Thus we obtain new asymptotic
formulas and prove the existing formulas under weaker conditions than those in
the literature. In addition, applying our main result to a single-server queue
with Markovian arrivals and the -bulk-service rule (i.e., MAP//1 queue), we obatin a subexponential asymptotic formula for the
stationary queue length distribution.Comment: Submitted for revie
Perfect Simulation of Queues
In this paper we describe a perfect simulation algorithm for the stable
queue. Sigman (2011: Exact Simulation of the Stationary Distribution of
the FIFO M/G/c Queue. Journal of Applied Probability, 48A, 209--213) showed how
to build a dominated CFTP algorithm for perfect simulation of the super-stable
queue operating under First Come First Served discipline, with
dominating process provided by the corresponding queue (using Wolff's
sample path monotonicity, which applies when service durations are coupled in
order of initiation of service), and exploiting the fact that the workload
process for the queue remains the same under different queueing
disciplines, in particular under the Processor Sharing discipline, for which a
dynamic reversibility property holds. We generalize Sigman's construction to
the stable case by comparing the queue to a copy run under Random
Assignment. This allows us to produce a naive perfect simulation algorithm
based on running the dominating process back to the time it first empties. We
also construct a more efficient algorithm that uses sandwiching by lower and
upper processes constructed as coupled queues started respectively from
the empty state and the state of the queue under Random Assignment. A
careful analysis shows that appropriate ordering relationships can still be
maintained, so long as service durations continue to be coupled in order of
initiation of service. We summarize statistical checks of simulation output,
and demonstrate that the mean run-time is finite so long as the second moment
of the service duration distribution is finite.Comment: 28 pages, 5 figure
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